-83.1%
FRMI vs TEVA
+84.1%
-167.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.8% |
| 7D | +7.4% | +2.0% | +5.4% | +7.2% |
| 30D | -27.6% | +1.0% | -28.6% | -27.6% |
| 3M | -20.9% | +7.3% | -28.2% | -20.0% |
| 6M | -36.6% | +21.7% | -58.3% | -39.1% |
| YTD | -31.3% | +18.8% | -50.1% | -34.1% |
| All | -83.1% | +84.1% | -167.2% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TEVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling